iShares ESG Aware 40/60 Moderate Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.72% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0159 | -6.03 | |
| 0.0548 | 12.56 | |
| 0.9874 | 303.26 | |
| -0.0837 | -13.90 |
Estimation Period:
Jun 22, 2020 to Feb 6, 2026
Jun 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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